Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47347.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45952.06 Kr¶

PnL: ---------------------------------------> -936.51 Kr¶

DD now: ---------------------------------> -2.638 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:14:20.083257'

Anic Portfolio¶

Today¶

Return: -1.261 %¶

This Week¶

Return: -1.181 %¶

Total¶

Return: 55.002 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
Beijer Electronics Group 26 -1.340000 3052.400000 81.400000 2.740000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.160000 3412.800000 35.800000 1.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.080000 390.600000 35.600000 10.030000 355.000000
Corem Property Group B 59 -1.990000 610.060000 33.060000 5.730000 576.999999
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
AcadeMedia 12 -3.640000 585.120000 28.120000 5.050000 557.000004
Resurs Holding 22 -1.550000 599.940000 25.940000 4.520000 573.999998
HMS Networks 2 -2.980000 689.600000 16.600000 2.470000 673.000000
Swedbank A 3 -0.520000 578.100000 14.100000 2.500000 564.000000
Securitas B 6 -1.020000 582.600000 12.600000 2.210000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Boozt 12 -2.330000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Nordea Bank Abp 29 0.030000 3455.640000 1.640000 0.050000 3453.999992
Intrum 4 -3.150000 528.200000 1.200000 0.230000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Essity B 2 -1.210000 553.800000 -20.200000 -3.520000 574.000000
Midsona B 63 -2.630000 558.810000 -24.190000 -4.150000 582.999984
CTEK 13 -2.390000 505.050000 -28.950000 -5.420000 533.999999
International Petroleum Corp. 5 -1.970000 547.000000 -47.570000 -8.000000 594.565215
Essity A 4 -2.830000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
Axfood 13 -0.220000 3575.000000 -181.000000 -4.820000 3756.000001
OX2 18 -3.050000 1404.000000 -260.000000 -15.630000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45952.060000 -936.510000 -2.63801% 46888.564618

Updated:¶

'2023-01-25 15:14:33.124371'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶